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Investment Strategies / Mechanical Investing
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Author: lizgdal 🐝  😊 😞
Number: of 5384 
Subject: DBE effect on CAGR
Date: 10/18/25 12:59 PM
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No. of Recommendations: 7
DBE CAGR improvement, sorted by S5T return:

  Period   S5T  S5T_DBE0  Improvement
1930-1935 -11 1 13
1970-1975 -2 7 9
2000-2005 -2 4 7
2005-2010 1 7 7
1965-1970 5 7 2
1940-1945 8 5 -3
1990-1995 9 5 -3
1935-1940 9 16 7
1945-1950 10 8 -3
1960-1965 11 12 1
2015-2020 12 10 -2
1975-1980 15 12 -2
2020- now 15 14 -1
1980-1985 15 19 5
1955-1960 15 13 -2
2010-2015 15 13 -3
1985-1990 20 19 -2
1950-1955 24 23 -1
1995-2000 29 28 -1


S5T is the S&P 500 market cap index (similar to SPY).
S5T_DBE0 goes to CASH when DBE is zero.

When the market is hot, DBE pays a small insurance premium, and so has a lower CAGR.
When the market crashes, DBE limits the damage, and so has a higher CAGR.


https://gtr1.net/2013/?~S5T_DBE0:h1::trp%281,1%29n...

https://gtr1.net/2013/?~S5T:h1::trp%281,1%29ne-999...

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